Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPOthreshold and PPO.Entry.Timeframe

BEST PARAMETERS
PPOthreshold = -0.6
PPO.Entry.Timeframe = 15
Profit account= 144 (per day adjusted to desire% DD )
Activity = 5.19 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPOthreshold = -0.6 and PPO.Entry.Timeframe = 15

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
122 70621.20 851.03 6944.22 6 492 365 -23.1 -0.6 15 GBPJPY 23.14740 43.2013963 12960.4189 30509.344 35.849905 0.5781230 No
242 51947.22 861.26 6979.93 6 307 217 -23.3 -0.6 15 USDCHF 23.26643 42.9803737 12894.1121 22327.109 25.923774 0.3564545 No
62 82310.05 849.87 11920.66 6 397 277 -39.7 -0.6 15 EURJPY 39.73553 25.1663918 7549.9175 20714.470 24.373692 0.4671303 No
272 199252.23 871.35 54299.53 9 385 268 -181.0 -0.6 15 USDJPY 180.99843 5.5249097 1657.4729 11008.506 12.633851 0.4418431 No
152 127630.06 853.03 47674.34 7 387 287 -158.9 -0.6 15 GBPUSD 158.91447 6.2926933 1887.8080 8031.368 9.415106 0.4536769 No
32 24698.81 799.37 10184.07 7 145 106 -33.9 -0.6 15 EURGBP 33.94690 29.4577708 8837.3312 7275.719 9.101816 0.1813928 No
182 176713.16 869.46 79295.44 8 573 423 -264.3 -0.6 15 NZDUSD 264.31813 3.7833197 1134.9959 6685.624 7.689398 0.6590297 No
2 124130.32 869.15 63836.29 8 534 408 -212.8 -0.6 15 AUDUSD 212.78763 4.6995212 1409.8564 5833.531 6.711765 0.6143934 No
302 538124.86 869.05 408602.45 11 758 544 -1362.0 -0.6 15 XAUUSD 1362.00817 0.7342100 220.2630 3950.966 4.546305 0.8722168 Yes
92 103927.16 858.32 82107.99 8 309 210 -273.7 -0.6 15 EURUSD 273.69330 3.6537248 1096.1174 3797.212 4.424005 0.3600056 No
212 825255.20 843.89 778200.95 11 231 171 -2594.0 -0.6 15 USDCAD 2594.00317 0.3855045 115.6514 3181.396 3.769918 0.2737324 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 12
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 4
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1